Article (Scientific journals)
Asymptotic error distribution for the Riemann approximation of integrals driven by fractional Brownian motion
Garino, Valentin; NOURDIN, Ivan; Vallois, Pierre
2022In Electronic Journal of Probability
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Disciplines :
Mathematics
Author, co-author :
Garino, Valentin
NOURDIN, Ivan ;  University of Luxembourg > Faculty of Science, Technology and Medicine (FSTM) > Department of Mathematics (DMATH)
Vallois, Pierre
External co-authors :
yes
Language :
English
Title :
Asymptotic error distribution for the Riemann approximation of integrals driven by fractional Brownian motion
Publication date :
2022
Journal title :
Electronic Journal of Probability
eISSN :
1083-6489
Publisher :
Institute of Mathematical Statistics, Beachwood, United States - Ohio
Peer reviewed :
Peer Reviewed verified by ORBi
FnR Project :
FNR12582675 - Approximation Of Gaussian Functionals, 2018 (01/09/2019-31/08/2022) - Ivan Nourdin
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since 06 January 2021

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